Here's how I would try it: make your own version of a "Montreal oven" by taking a large terracotta pot and two terracotta saucers. Set one saucer bottom side down over the grill. Fill it with hot embers. Set the other saucer bottom side up over the top of first, enclosing the coals and making a surface for baking. Meanwhile, preheat the pot over the coals--preheat very well. Set the dough on the baking surface and then invert the heated pot over the top to create a dome. This means that the trays that you use will not be the ones that are sized to fit with the pot; rather, the circumfrence of the rim of the pot will have to be the same as the circumfrence of the bottom of the trays, so the trays will probably be one size up.

Google "montreal oven" or "clay oven" for tips on how this process works and cooking times. Dutch ovens also work, but not so easily on a grill; you really kinda need a fire pit for them.

Good luck! Please post back and let me know how it turns out!

Edit: I just googled montreal oven and clay oven and got squat. google historic clay oven baking or something like that instead. "colonial" "dome" or "beehive" will help.

Also, Alton Brown does some interesting things with terracotta pots. I've never seen him bake with them, but I haven't seen all of his shows, either, so he may have some stuff on it.

Something else I recommend before you get started is to make a handle for the pot itself using the hole in the bottom. Do this using a large eye screw and a wingnut; wingnut will go inside the pot, eye screw will stick out the bottom (which becomes the top when the pot is inverted to use as a baking dome). Then you can use a poker or other sturdy metal stick through the eye to lift the pot to check the doneness of the bread. I would say that a standard bread loaf will take around an hour and a half in your terracotta oven, which will bake at a lower temp than large clay ovens. So the first couple times you try it, you'll want to begin checking it at an hour's time. As you experiment, though, don't forget that frequent checking will slow the cooking time quite a bit. You can also try scooping embers onto the top of the inverted pot to speed cooking, like in dutch-oven cooking.